dpstrf.f(3) LAPACK dpstrf.f(3)
subroutine dpstrf (UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO)
subroutine dpstrf (characterUPLO, integerN, double precision, dimension( lda, * )A,
integerLDA, integer, dimension( n )PIV, integerRANK, double precisionTOL, double
precision, dimension( 2*n )WORK, integerINFO)
DPSTRF computes the Cholesky factorization with complete
pivoting of a real symmetric positive semidefinite matrix A.
The factorization has the form
P**T * A * P = U**T * U , if UPLO = 'U',
P**T * A * P = L * L**T, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular, and
P is stored as vector PIV.
This algorithm does not attempt to check that A is positive
semidefinite. This version of the algorithm calls level 3 BLAS.
UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored.
= 'U': Upper triangular
= 'L': Lower triangular
N is INTEGER
The order of the matrix A. N >= 0.
A is DOUBLE PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading
n by n upper triangular part of A contains the upper
triangular part of the matrix A, and the strictly lower
triangular part of A is not referenced. If UPLO = 'L', the
leading n by n lower triangular part of A contains the lower
triangular part of the matrix A, and the strictly upper
triangular part of A is not referenced.
On exit, if INFO = 0, the factor U or L from the Cholesky
factorization as above.
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
PIV is INTEGER array, dimension (N)
PIV is such that the nonzero entries are P( PIV(K), K ) = 1.
RANK is INTEGER
The rank of A given by the number of steps the algorithm
TOL is DOUBLE PRECISION
User defined tolerance. If TOL < 0, then N*U*MAX( A(K,K) )
will be used. The algorithm terminates at the (K-1)st step
if the pivot <= TOL.
WORK is DOUBLE PRECISION array, dimension (2*N)
INFO is INTEGER
< 0: If INFO = -K, the K-th argument had an illegal value,
= 0: algorithm completed successfully, and
> 0: the matrix A is either rank deficient with computed rank
as returned in RANK, or is indefinite. See Section 7 of
LAPACK Working Note #161 for further information.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
Definition at line 141 of file dpstrf.f.
Generated automatically by Doxygen for LAPACK from the source code.
Version 3.4.2 Tue Sep 25 2012 dpstrf.f(3)